Long-range correlated stationary Markovian processes

Simple item page
dc.creatorLillo, Fabrizio
dc.creatorMicciche', Salvatore
dc.creatorMantegna, Rosario N.
dc.date2002-03-21
dc.date.accessioned2026-07-07T02:44:46Z
dc.date.available2026-07-07T02:44:46Z
dc.descriptionWe introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an appropriate quantum potential we determine the asymptotic behavior of the autocorrelation function of the process in an analytical way. We find the conditions needed to observe a stationary long-range correlated Markovian process. In the presence of long-range correlation, for selected values of the control parameters, the process has a 1/f-like spectral density for low frequency values.
dc.description4 pages
dc.identifierhttps://arxiv.org/abs/cond-mat/0203442
dc.identifierhttp://arxiv.org/abs/cond-mat/0203442
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/19060
dc.subjectStatistical Mechanics
dc.titleLong-range correlated stationary Markovian processes
dc.typetext

Files

Collections

arXiv